Displaying 2 results from an estimated 2 matches for "reslm".
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realm
2009 Nov 13
2
AR(2) modelling
...is a workspace of size lr, the number
c of equations
c
is supposed to implement the Yule-Walker equations...
Any help is welcome.
Just to be sure, I can do something I try to reconcile the ordinary
least square methods. And it works!
Christophe
PS : OLS code
###Ordinary Least Square
reslm <- lm(myserieminus0 ~ myserieminus1 + myserieminus2)
#summary(reslm)
coef1ols <- reslm$coefficients["myserieminus1"]
coef2ols <- reslm$coefficients["myserieminus2"]
resarols <- ar(myserie, method="ols", order.max=2, aic=FALSE)
cat("\t\tmanual ols\t\ta...
2009 Nov 13
2
AR(2) modelling
...is a workspace of size lr, the number
c of equations
c
is supposed to implement the Yule-Walker equations...
Any help is welcome.
Just to be sure, I can do something I try to reconcile the ordinary
least square methods. And it works!
Christophe
PS : OLS code
###Ordinary Least Square
reslm <- lm(myserieminus0 ~ myserieminus1 + myserieminus2)
#summary(reslm)
coef1ols <- reslm$coefficients["myserieminus1"]
coef2ols <- reslm$coefficients["myserieminus2"]
resarols <- ar(myserie, method="ols", order.max=2, aic=FALSE)
cat("\t\tmanual ols\t\ta...